Media type: E-Book Title: Testing heteroskedasticity for predictive regressions with nonstationary regressors Contributor: Hong, Shaoxin [VerfasserIn]; Zhang, Zhengyi [VerfasserIn]; Cai, Zongwu [VerfasserIn] imprint: Lawrence, Kansas: University of Kansas, Department of Economics, [2021] Published in: Working papers series in theoretical and applied economics ; 2021,1 Extent: 1 Online-Ressource (circa 9 Seiten); Illustrationen Language: English Keywords: Cramer-von Mises test statistic ; Heteroskedasticity ; Nonstationarity ; Predictive regres-sions ; Specification test ; Graue Literatur Origination: Footnote: Access State: Open Access